It is normal to be nervous but you will feel more relaxed about the exams when you have finished the first one.
Phone the school & ask if you can leave your phone in the school office during the exam. Alternatively, ask if they have a locker which you can use.
If you haven't been in the school before you could ask if you can visit to see where the exam hall and bathrooms are. If you don't have the opportunity to visit then maybe phone the office to ask where you should go when you arrive?
Remember you will be surrounded by nervous people before an exam. Maybe take some revision notes to read while you are waiting? It can be good to take notes that you are happy to put in a bin before walking into the exam hall as you cannot take notes in with you.
It is possible that you will not be the only person there not wearing uniform. Maybe there are other home schooled students in the area? Other people will see that you are an external student but that is ok. Wear something comfortable.
Please don't fret too much about the situation. Focus on revision and do as well as you can during the exam. Keep an eye on the clock and make sure you don't spend too long on any of the questions.
Make sure you allow enough time for the journey to the school, plus some contingency time. Organise your clothes, pens, calculator etc the night before and go to bed at a reasonable time.
I expect everything will go well on your first day because you are thinking about it in advance.